-61.6%
XYZ vs JD
-58.0%
-3.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +4.6% |
| 7D | +14.9% | +7.9% | +7.0% | +11.4% |
| 30D | +14.7% | +4.8% | +9.9% | +12.5% |
| 3M | +12.1% | -13.9% | +26.0% | +18.4% |
| 6M | +18.3% | -5.8% | +24.1% | +19.6% |
| YTD | +36.1% | +2.4% | +33.6% | +32.3% |
| 1Y | +35.3% | -7.5% | +42.9% | +37.1% |
| 3Y | +73.5% | +20.9% | +52.6% | +36.3% |
| 5Y | -61.6% | -58.0% | -3.6% | -49.8% |
| All | -61.6% | -58.0% | -3.7% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling